Pages that link to "Item:Q791239"

The following pages link to Solution of a statistical optimization problem by rearrangement methods (Q791239):

Displaying 35 items.

• Optimal bounds for integrals with respect to copulas and applications (Q398667) (← links)
• Detecting complete and joint mixability (Q484862) (← links)
• Current open questions in complete mixability (Q491375) (← links)
• Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
• Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Parametric stochastic convexity and concavity of stochastic processes (Q803654) (← links)
• Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference (Q828049) (← links)
• Static super-replicating strategies for a class of exotic options (Q931201) (← links)
• Algebraic structure of some stochastic discrete event systems, with applications (Q1180360) (← links)
• Distributions with known initial hazard rate functions (Q1300919) (← links)
• Multivariate properties of random vectors of order statistics (Q1399270) (← links)
• Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
• Joint mixability of some integer matrices (Q1751157) (← links)
• Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems (Q1785325) (← links)
• Extremal dependence concepts (Q1790300) (← links)
• Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
• Sharp bounds on the expected shortfall for a sum of dependent random variables (Q1950775) (← links)
• Risk aggregation with dependence uncertainty (Q2015478) (← links)
• General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
• Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
• Optimal transport with some directed distances (Q2117952) (← links)
• Structural properties and stochastic bounds for a buffer problem in packetized voice transmission (Q2277231) (← links)
• Ordering risk bounds in factor models (Q2283650) (← links)
• Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
• Computation of sharp bounds on the distribution of a function of dependent risks (Q2428102) (← links)
• On multivariate dispersion orderings based on the standard construction (Q2474517) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (Q3165500) (← links)
• The Wasserstein distance and approximation theorems (Q3217342) (← links)
• Comparison of multivariate risks and positive dependence (Q4819466) (← links)
• Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
• Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
• Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
• Optimal multivariate financial decision making (Q6107002) (← links)